It's called incest and It's illegal in most parts of the world. But to answer your question the relationship it would have to the "father" would be father and brother. Also there would a big chance that she couldn't have the baby or the baby would turn out mentally retarted.
First that is beyond disturbing and if a mom becomes pregnant with her son's son then it will literally be he grandson / son and the baby to the boy would be his Brother / son . oh lord that is just SICK!